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JP Morgan Call 26 MRO 17.01.2025/  DE000JL0X9S8  /

EUWAX
2024-05-28  9:54:01 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.330EUR - -
Bid Size: -		 -
Ask Size: -		 Marathon Oil Corp 26.00 - 2025-01-17 Call
 

Master data

WKN: JL0X9S
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Marathon Oil Corp
Type: Warrant
Option type: Call
Strike price: 26.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2024-05-30
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.51
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.07
Implied volatility: 0.42
Historic volatility: 0.26
Parity: 0.07
Time value: 0.34
Break-even: 30.10
Moneyness: 1.03
Premium: 0.13
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 5.13%
Delta: 0.62
Theta: -0.01
Omega: 4.06
Rho: 0.08
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.340
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -5.71%
1 Month
  -37.74%
3 Months
  -10.81%
YTD
  -23.26%
1 Year
  -36.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.330
1M High / 1M Low: 0.450 0.330
6M High / 6M Low: 0.660 0.290
High (YTD): 2024-04-11 0.660
Low (YTD): 2024-02-15 0.290
52W High: 2023-10-19 0.840
52W Low: 2024-02-15 0.290
Avg. price 1W:   0.335
Avg. volume 1W:   0.000
Avg. price 1M:   0.395
Avg. volume 1M:   0.000
Avg. price 6M:   0.421
Avg. volume 6M:   0.000
Avg. price 1Y:   0.519
Avg. volume 1Y:   0.000
Volatility 1M:   56.78%
Volatility 6M:   79.00%
Volatility 1Y:   83.49%
Volatility 3Y:   -